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Mathematics > Probability

Title:Correlation Decay in Random Decision Networks

Abstract: We consider a decision network on an undirected graph in which each node
corresponds to a decision variable, and each node and edge of the graph is
associated with a reward function whose value depends only on the variables of
the corresponding nodes. The goal is to construct a decision vector which
maximizes the total reward. This decision problem encompasses a variety of
models, including maximum-likelihood inference in graphical models (Markov
Random Fields), combinatorial optimization on graphs, economic team theory and
statistical physics. The network is endowed with a probabilistic structure in
which costs are sampled from a distribution. Our aim is to identify sufficient
conditions to guarantee average-case polynomiality of the underlying
optimization problem. We construct a new decentralized algorithm called Cavity
Expansion and establish its theoretical performance for a variety of models.
Specifically, for certain classes of models we prove that our algorithm is able
to find near optimal solutions with high probability in a decentralized way.
The success of the algorithm is based on the network exhibiting a correlation
decay (long-range independence) property. Our results have the following
surprising implications in the area of average case complexity of algorithms.
Finding the largest independent (stable) set of a graph is a well known NP-hard
optimization problem for which no polynomial time approximation scheme is
possible even for graphs with largest connectivity equal to three, unless P=NP.
We show that the closely related maximum weighted independent set problem for
the same class of graphs admits a PTAS when the weights are i.i.d. with the
exponential distribution. Namely, randomization of the reward function turns an
NP-hard problem into a tractable one.